+1.8%
GLD vs CASY
+32.0%
-30.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +4.7% | +1.1% | +3.6% | +4.7% |
| 30D | -0.9% | +8.7% | -9.6% | -0.6% |
| 3M | -4.4% | -17.3% | +12.9% | -4.7% |
| 6M | -13.6% | -19.7% | +6.2% | -11.6% |
| YTD | -6.0% | +24.8% | -30.8% | -8.7% |
| 1Y | +1.8% | +31.9% | -30.1% | -0.4% |
| All | +1.8% | +32.0% | -30.3% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling